Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[164]) |
152 | 24488 | - | - | - | - | - | - | - |
153 | 25156 | - | - | - | - | - | - | - |
154 | 25650 | - | - | - | - | - | - | - |
155 | 30923 | - | - | - | - | - | - | - |
156 | 37240 | - | - | - | - | - | - | - |
157 | 17466 | - | - | - | - | - | - | - |
158 | 19463 | - | - | - | - | - | - | - |
159 | 24352 | - | - | - | - | - | - | - |
160 | 26805 | - | - | - | - | - | - | - |
161 | 25236 | - | - | - | - | - | - | - |
162 | 24735 | - | - | - | - | - | - | - |
163 | 29356 | - | - | - | - | - | - | - |
164 | 31234 | - | - | - | - | - | - | - |
165 | 22724 | 26126.1107 | 21686.6602 | 30565.5611 | 0.0665 | 0.0121 | 0.6658 | 0.0121 |
166 | 28496 | 26559.1398 | 22118.3749 | 30999.9046 | 0.1963 | 0.9547 | 0.6559 | 0.0195 |
167 | 32857 | 32447.6357 | 28003.1106 | 36892.1608 | 0.4284 | 0.9593 | 0.7493 | 0.7037 |
168 | 37198 | 38425.5316 | 33921.7637 | 42929.2994 | 0.2966 | 0.9923 | 0.697 | 0.9991 |
169 | 13652 | 18037.5943 | 13487.3463 | 22587.8422 | 0.0294 | 0 | 0.5972 | 0 |
170 | 22784 | 21456.1644 | 16882.0034 | 26030.3253 | 0.2847 | 0.9996 | 0.8035 | 0 |
171 | 23565 | 24870.9277 | 20269.4257 | 29472.4296 | 0.289 | 0.813 | 0.5875 | 0.0034 |
172 | 26323 | 26369.945 | 21738.6192 | 31001.2707 | 0.4921 | 0.8824 | 0.427 | 0.0198 |
173 | 23779 | 25132.0062 | 20473.0701 | 29790.9423 | 0.2846 | 0.3082 | 0.4826 | 0.0051 |
174 | 27549 | 24857.0754 | 20171.7799 | 29542.3708 | 0.1301 | 0.674 | 0.5204 | 0.0038 |
175 | 29660 | 30621.4413 | 25910.2166 | 35332.6659 | 0.3446 | 0.8994 | 0.7007 | 0.3994 |
176 | 23356 | 28749.4238 | 24012.9623 | 33485.8853 | 0.0128 | 0.3532 | 0.1519 | 0.1519 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
165 | 0.0867 | -0.1302 | 0.0109 | 11574357.0462 | 964529.7538 | 982.1048 |
166 | 0.0853 | 0.0729 | 0.0061 | 3751427.6247 | 312618.9687 | 559.1234 |
167 | 0.0699 | 0.0126 | 0.0011 | 167579.1242 | 13964.927 | 118.1733 |
168 | 0.0598 | -0.0319 | 0.0027 | 1506833.7763 | 125569.4814 | 354.3578 |
169 | 0.1287 | -0.2431 | 0.0203 | 19233437.2049 | 1602786.4337 | 1266.012 |
170 | 0.1088 | 0.0619 | 0.0052 | 1763147.4836 | 146928.957 | 383.3131 |
171 | 0.0944 | -0.0525 | 0.0044 | 1705447.0807 | 142120.5901 | 376.9888 |
172 | 0.0896 | -0.0018 | 1e-04 | 2203.8284 | 183.6524 | 13.5518 |
173 | 0.0946 | -0.0538 | 0.0045 | 1830625.824 | 152552.152 | 390.5793 |
174 | 0.0962 | 0.1083 | 0.009 | 7246458.1863 | 603871.5155 | 777.0917 |
175 | 0.0785 | -0.0314 | 0.0026 | 924369.2867 | 77030.7739 | 277.5442 |
176 | 0.0841 | -0.1876 | 0.0156 | 29089020.4235 | 2424085.0353 | 1556.9473 |